Hey @Sbug, welcome to the Community.
Hope you're doing great!
You can't play songs outside Spotify when you download them for offline listening.
They're in an encrypted format to protect the artists work, as you don't actually own the song in Spotify, neither does Spotify.
If you need help with your downloads though check out this article.
Help others find this answer and click "Accept as Solution".
If you appreciate my answer, maybe give me a Like.
Note: I'm not a Spotify employee.